-25.9%
SPOT vs SAP
-22.5%
-3.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -6.9% | -5.1% | -1.7% | -5.6% |
| 30D | +4.1% | -1.8% | +5.9% | +4.5% |
| 3M | +3.7% | +20.9% | -17.2% | -2.2% |
| 6M | -1.6% | +7.0% | -8.6% | -4.9% |
| YTD | -10.2% | -13.7% | +3.6% | -10.5% |
| 1Y | -25.9% | -19.6% | -6.3% | -25.2% |
| All | -25.9% | -22.5% | -3.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling